CCE & RankEval: Confidence-Consistency Evaluation for Time Series Anomaly Detection

A comprehensive evaluation framework for time series anomaly detection metrics, focusing on confidence-consistency evaluation, robustness assessment, and discriminative power analysis. This implementation provides novel evaluation metrics and benchmarking tools to improve the reliability and comparability of anomaly detection models.

📄 Paper: arXiv:2509.01098
🌐 Website: CCE & RankEval

🚀 Features

• Multi-metric Evaluation: Support for various anomaly detection metrics (F1, AUC-ROC, VUS-PR, etc.)
• Performance Benchmarking: Latency analysis and theoretical ranking validation
• Robustness Assessment: Noise-resistant evaluation with variance consideration
• Discriminative Power Analysis: Both ranking-based and value-change-ratio-based approaches
• Automated Testing: Streamlined evaluation pipeline for new metrics
• Real-world Dataset Support: Comprehensive testing on multiple datasets

📦 Installation

Option 1: Install from PyPI (Recommended)

pip install cce

Option 2: Install from Source

# Clone the repository
git clone https://github.com/EmorZz1G/CCE.git
cd CCE

# Install dependencies
pip install -r requirements.txt

# Install in development mode
pip install -e .

Note: Build-related files are located in the docs directory. For detailed build instructions, please refer to docs/*.md.

🔧 Requirements

• Python 3.8+
• PyTorch
• NumPy
• Other dependencies (see requirements.txt)

⚙️ Configuration

After installation, you may need to configure the datasets path:

# Create a configuration file
cce config create

# Set your datasets directory
cce config set-datasets-path /path/to/your/datasets

# View current configuration
cce config show

For detailed configuration options, see Configuration Guide.

📚 Quick Start

Confidence-Consistency Evaluation (CCE)

from cce import metrics
metricor = metrics.basic_metricor()
CCE_score = metricor.metric_CCE(labels, scores)

RankEval

Basic Usage

# Run baseline evaluation
. scripts/run_baseline.sh

# Run real-world dataset evaluation
. scripts/run_real_world.sh

Adding New Metrics

1. Implement the metric function in src/metrics/basic_metrics.py:

   def metric_NewMetric(labels, scores, **kwargs):
       # Your metric implementation
       return metric_value
   

2. Add evaluation logic in src/evaluation/eval_metrics/eval_latency_baselines.py:

   elif baseline == 'NewMetric':
       with timer(case_name, model_name, case_seed_new, score_seed_new, model, metric_name='NewMetric') as data_item:
           result = metricor.metric_NewMetric(labels, scores)
           data_item['val'] = result
   

3. Run the evaluation:

   python src/evaluation/eval_metrics/eval_latency_baselines.py --baseline NewMetric
   

4. View results in logs/NewMetric/

🏗️ Project Structure

CCE/
├── src/                    # Source code
│   ├── metrics/           # Metric implementations
│   ├── evaluation/        # Evaluation framework
│   ├── models/            # Model implementations
│   ├── data_utils/        # Data processing utilities
│   ├── utils/             # Helper functions
│   └── scripts/           # Execution scripts
├──                   # Build and installation files
│   ├── setup.py           # Package setup configuration
│   ├── pyproject.toml     # Modern Python package config
│   ├── MANIFEST.in        # Package file inclusion
│   ├── BUILD.md           # Detailed build instructions
│   └── INSTALL.md         # Quick install guide
├── datasets/              # Dataset storage
├── logs/                  # Evaluation results
├── tests/                 # Test files
├── docs/                  # Documentation
├── requirements.txt       # Dependencies
├── setup.py               # Simple setup entry point
└── pyproject.toml         # Basic build configuration

📊 Supported Evaluations

• Latency Analysis: Metric computation time measurement
• Theoretical Ranking: Validation against theoretical expectations
• Robustness Assessment: Noise resistance evaluation
• Discriminative Power: Ranking-based and value-change-ratio analysis

🔄 Updates

• 2025-08-26: Core evaluation framework implementation
• 2025-08-26: Multi-metric support and benchmarking

📋 TODO List

• Automated standard evaluation pipeline
• Enhanced robustness assessment
• Advanced discriminative power analysis
• CI/CD integration for metric testing

🤝 Contributing

We welcome contributions! Please feel free to submit issues and pull requests.

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

🙏 Acknowledgments

• FTSAD: For providing the time series anomaly detection evaluation framework
• SimAD: For dataset load.
• TSB-AD: For model implementation code
• Community: For feedback and contributions

📞 Contact

For questions and support, please open an issue on GitHub or contact the maintainers.

📖 Citation

If you find our work useful, please cite our paper and consider giving us a star ⭐.

@article{zhong2025cce,
  title={CCE: Confidence-Consistency Evaluation for Time Series Anomaly Detection},
  author={Zhong, Zhijie and Yu, Zhiwen and Cheung, Yiu-ming and Yang, Kaixiang},
  journal={arXiv preprint arXiv:2509.01098},
  year={2025}
}

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CCE - Making time series anomaly detection evaluation more reliable and comprehensive.